Minimax Policies for Selling an Asset and Dollar Averaging
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Publication:5627928
DOI10.1287/MNSC.17.7.379zbMath0222.90046OpenAlexW2104330149MaRDI QIDQ5627928
Publication date: 1971
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.17.7.379
Programming involving graphs or networks (90C35) Applications of mathematical programming (90C90) Portfolio theory (91G10)
Related Items (4)
Asset Selling Under Debt Obligations ⋮ Minimax perfect stopping rules for selling an asset near its ultimate maximum ⋮ An analysis of dollar cost averaging and market timing investment strategies ⋮ A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING
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